Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2614Ticks modelled79376Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1334.33Gross profit2355.63Gross loss-1021.30
Profit factor2.31Expected payoff15.34
Absolute drawdown71.56Maximal drawdown350.74 (3.41%)Relative drawdown3.41% (350.74)
Total trades87Short positions (won %)36 (50.00%)Long positions (won %)51 (70.59%)
Profit trades (% of total)54 (62.07%)Loss trades (% of total)33 (37.93%)
Largestprofit trade100.72loss trade-74.50
Averageprofit trade43.62loss trade-30.95
Maximumconsecutive wins (profit in money)9 (456.66)consecutive losses (loss in money)4 (-173.96)
Maximalconsecutive profit (count of wins)463.40 (8)consecutive loss (count of losses)-173.96 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.11 08:00buy10.1090.6530.0000.000
22023.05.11 08:00modify10.1090.65389.55392.153
32023.05.16 00:05buy20.1091.2760.0000.000
42023.05.16 00:05modify20.1091.27690.72892.153
52023.05.16 00:05modify10.1090.65390.72892.153
62023.05.16 05:33s/l10.1090.72890.72892.1535.7610005.76
72023.05.16 05:33s/l20.1090.72890.72892.153-35.039970.73
82023.05.19 04:00sell30.1091.8750.0000.000
92023.05.19 04:00modify30.1091.87592.97590.375
102023.05.24 03:15sell40.1091.2720.0000.000
112023.05.24 03:15modify40.1091.27291.80090.375
122023.05.24 03:15modify30.1091.87591.80090.375
132023.05.24 07:50sell50.1091.0390.0000.000
142023.05.24 07:50modify50.1091.03991.50090.375
152023.05.24 07:50modify40.1091.27291.50090.375
162023.05.24 07:50modify30.1091.87591.50090.375
172023.05.24 10:55sell60.1090.8790.0000.000
182023.05.24 10:55modify60.1090.87991.20090.375
192023.05.24 10:55modify50.1091.03991.20090.375
202023.05.24 10:55modify40.1091.27291.20090.375
212023.05.24 10:55modify30.1091.87591.20090.375
222023.05.24 12:40s/l30.1091.20091.20090.37539.9910010.72
232023.05.24 12:40s/l40.1091.20091.20090.3754.6010015.32
242023.05.24 12:40s/l50.1091.20091.20090.375-10.2910005.03
252023.05.24 12:40s/l60.1091.20091.20090.375-20.519984.52
262023.05.31 04:00buy70.1090.8060.0000.000
272023.05.31 04:00modify70.1090.80689.70692.306
282023.06.02 00:40buy80.1091.4240.0000.000
292023.06.02 00:40modify80.1091.42490.88192.306
302023.06.02 00:40modify70.1090.80690.88192.306
312023.06.02 01:50buy90.1091.6370.0000.000
322023.06.02 01:50modify90.1091.63791.18192.306
332023.06.02 01:50modify80.1091.42491.18192.306
342023.06.02 01:50modify70.1090.80691.18192.306
352023.06.02 03:59buy100.1091.8030.0000.000
362023.06.02 03:59modify100.1091.80391.48192.306
372023.06.02 03:59modify90.1091.63791.48192.306
382023.06.02 03:59modify80.1091.42491.48192.306
392023.06.02 03:59modify70.1090.80691.48192.306
402023.06.02 13:30t/p70.1092.30691.48192.30697.1610081.69
412023.06.02 13:30t/p80.1092.30691.48192.30656.3710138.06
422023.06.02 13:30t/p90.1092.30691.48192.30642.7610180.82
432023.06.02 13:30t/p100.1092.30691.48192.30632.1510212.97
442023.06.09 08:00sell110.1093.8150.0000.000
452023.06.09 08:00modify110.1093.81594.91592.315
462023.06.13 14:40s/l110.1094.91594.91592.315-72.4010140.57
472023.06.15 04:00sell120.1095.9280.0000.000
482023.06.15 04:00modify120.1095.92897.02894.428
492023.06.16 06:20s/l120.1097.02897.02894.428-71.3510069.22
502023.06.16 08:00sell130.1097.0440.0000.000
512023.06.16 08:00modify130.1097.04498.14495.544
522023.06.20 04:05sell140.1096.4270.0000.000
532023.06.20 04:05modify140.1096.42796.96995.544
542023.06.20 04:05modify130.1097.04496.96995.544
552023.06.20 09:20sell150.1096.1960.0000.000
562023.06.20 09:20modify150.1096.19696.66995.544
572023.06.20 09:20modify140.1096.42796.66995.544
582023.06.20 09:20modify130.1097.04496.66995.544
592023.06.20 10:30sell160.1096.0430.0000.000
602023.06.20 10:30modify160.1096.04396.36995.544
612023.06.20 10:30modify150.1096.19696.36995.544
622023.06.20 10:30modify140.1096.42796.36995.544
632023.06.20 10:30modify130.1097.04496.36995.544
642023.06.21 04:40s/l130.1096.36996.36995.54439.9810109.21
652023.06.21 04:40s/l140.1096.36996.36995.5442.6510111.86
662023.06.21 04:40s/l150.1096.36996.36995.544-12.1110099.75
672023.06.21 04:40s/l160.1096.36996.36995.544-21.8910077.86
682023.07.06 04:00buy170.1095.9590.0000.000
692023.07.06 04:00modify170.1095.95994.85997.459
702023.07.07 12:30s/l170.1094.85994.85997.459-69.9910007.87
712023.07.10 08:00buy180.1094.6530.0000.000
722023.07.10 08:00modify180.1094.65393.55396.153
732023.07.11 11:30s/l180.1093.55393.55396.153-69.989937.90
742023.07.12 08:00buy190.1093.3720.0000.000
752023.07.12 08:00modify190.1093.37292.27294.872
762023.07.12 14:45buy200.1093.9810.0000.000
772023.07.12 14:45modify200.1093.98193.44794.872
782023.07.12 14:45modify190.1093.37293.44794.872
792023.07.13 01:30buy210.1094.1980.0000.000
802023.07.13 01:30modify210.1094.19893.74794.872
812023.07.13 01:30modify200.1093.98193.74794.872
822023.07.13 01:30modify190.1093.37293.74794.872
832023.07.13 02:40buy220.1094.3520.0000.000
842023.07.13 02:40modify220.1094.35294.04794.872
852023.07.13 02:40modify210.1094.19894.04794.872
862023.07.13 02:40modify200.1093.98194.04794.872
872023.07.13 02:40modify190.1093.37294.04794.872
882023.07.13 09:40t/p190.1094.87294.04794.87296.8410034.74
892023.07.13 09:40t/p200.1094.87294.04794.87257.9210092.66
902023.07.13 09:40t/p210.1094.87294.04794.87243.0810135.74
912023.07.13 09:40t/p220.1094.87294.04794.87233.2410168.98
922023.08.02 08:00buy230.1093.9020.0000.000
932023.08.02 08:00modify230.1093.90292.80295.402
942023.08.10 12:30buy240.1094.7270.0000.000
952023.08.10 12:30modify240.1094.72794.27795.402
962023.08.10 12:30modify230.1093.90294.27795.402
972023.08.10 13:30buy250.1094.8810.0000.000
982023.08.10 13:30modify250.1094.88194.57795.402
992023.08.10 13:30modify240.1094.72794.57795.402
1002023.08.10 13:30modify230.1093.90294.57795.402
1012023.08.10 17:10s/l230.1094.57794.57795.40246.3910215.37
1022023.08.10 17:10s/l240.1094.57794.57795.402-9.5810205.79
1032023.08.10 17:10s/l250.1094.57794.57795.402-19.4310186.36
1042023.08.14 04:00buy260.1093.7440.0000.000
1052023.08.14 04:00modify260.1093.74492.64495.244
1062023.08.14 14:40buy270.1094.3670.0000.000
1072023.08.14 14:40modify270.1094.36793.81995.244
1082023.08.14 14:40modify260.1093.74493.81995.244
1092023.08.15 03:50buy280.1094.7290.0000.000
1102023.08.15 03:50modify280.1094.72994.41995.244
1112023.08.15 03:50modify270.1094.36794.41995.244
1122023.08.15 03:50modify260.1093.74494.41995.244
1132023.08.15 05:55buy290.1094.5900.0000.000
1142023.08.15 05:55modify290.1094.59094.11995.244
1152023.08.15 05:55modify290.1094.59094.41995.244
1162023.08.15 07:40s/l260.1094.41994.41995.24443.4710229.83
1172023.08.15 07:40s/l270.1094.41994.41995.2443.6510233.48
1182023.08.15 07:40s/l280.1094.41994.41995.244-19.8110213.67
1192023.08.15 07:40s/l290.1094.41994.41995.244-10.9310202.74
1202023.09.05 08:00buy300.1093.7080.0000.000
1212023.09.05 08:00modify300.1093.70892.60895.208
1222023.09.05 17:40buy310.1094.3300.0000.000
1232023.09.05 17:40modify310.1094.33093.78395.208
1242023.09.05 17:40modify300.1093.70893.78395.208
1252023.09.07 14:40s/l300.1093.78393.78395.2086.0910208.84
1262023.09.07 14:40s/l310.1093.78393.78395.208-33.6710175.17
1272023.09.15 04:00sell320.1095.3520.0000.000
1282023.09.15 04:00modify320.1095.35296.45293.852
1292023.09.21 11:45sell330.1094.7520.0000.000
1302023.09.21 11:45modify330.1094.75295.27793.852
1312023.09.21 11:45modify320.1095.35295.27793.852
1322023.09.22 06:30s/l320.1095.27795.27793.852-2.5510172.62
1332023.09.22 06:30s/l330.1095.27795.27793.852-34.6010138.02
1342023.09.27 04:00buy340.1095.1280.0000.000
1352023.09.27 04:00modify340.1095.12894.02896.628
1362023.09.28 14:20buy350.1095.7510.0000.000
1372023.09.28 14:20modify350.1095.75195.20396.628
1382023.09.28 14:20modify340.1095.12895.20396.628
1392023.09.28 16:30buy360.1095.9530.0000.000
1402023.09.28 16:30modify360.1095.95395.50396.628
1412023.09.28 16:30modify350.1095.75195.50396.628
1422023.09.28 16:30modify340.1095.12895.50396.628
1432023.09.29 09:20t/p340.1096.62895.50396.62897.1710235.20
1442023.09.29 09:20t/p350.1096.62895.50396.62856.3810291.58
1452023.09.29 09:20t/p360.1096.62895.50396.62843.4710335.05
1462023.10.03 04:00buy370.1095.1210.0000.000
1472023.10.03 04:00modify370.1095.12194.02196.621
1482023.10.03 14:20s/l370.1094.02194.02196.621-70.3110264.74
1492023.10.12 04:00sell380.1095.7470.0000.000
1502023.10.12 04:00modify380.1095.74796.84794.247
1512023.10.12 15:10sell390.1094.9160.0000.000
1522023.10.12 15:10modify390.1094.91695.37294.247
1532023.10.12 15:10modify380.1095.74795.37294.247
1542023.10.12 15:40sell400.1094.7530.0000.000
1552023.10.12 15:40modify400.1094.75395.07294.247
1562023.10.12 15:40modify390.1094.91695.07294.247
1572023.10.12 15:40modify380.1095.74795.07294.247
1582023.10.13 14:40t/p380.1094.24795.07294.24794.8110359.56
1592023.10.13 14:40t/p390.1094.24795.07294.24741.7110401.27
1602023.10.13 14:40t/p400.1094.24795.07294.24731.2910432.56
1612023.10.17 08:00sell410.1095.1110.0000.000
1622023.10.17 08:00modify410.1095.11196.21193.611
1632023.10.19 01:30sell420.1094.4980.0000.000
1642023.10.19 01:30modify420.1094.49895.03693.611
1652023.10.19 01:30modify410.1095.11195.03693.611
1662023.10.19 16:30s/l410.1095.03695.03693.6110.5910433.15
1672023.10.19 16:30s/l420.1095.03695.03693.611-34.3910398.76
1682023.10.25 04:00sell430.1095.6140.0000.000
1692023.10.25 04:00modify430.1095.61496.71494.114
1702023.10.25 10:45sell440.1095.0060.0000.000
1712023.10.25 10:45modify440.1095.00695.53994.114
1722023.10.25 10:45modify430.1095.61495.53994.114
1732023.10.25 14:05sell450.1094.7730.0000.000
1742023.10.25 14:05modify450.1094.77395.23994.114
1752023.10.25 14:05modify440.1095.00695.23994.114
1762023.10.25 14:05modify430.1095.61495.23994.114
1772023.10.25 18:00sell460.1094.6240.0000.000
1782023.10.25 18:00modify460.1094.62494.93994.114
1792023.10.25 18:00modify450.1094.77394.93994.114
1802023.10.25 18:00modify440.1095.00694.93994.114
1812023.10.25 18:00modify430.1095.61494.93994.114
1822023.10.26 07:40s/l430.1094.93994.93994.11439.9810438.75
1832023.10.26 07:40s/l440.1094.93994.93994.1141.1310439.88
1842023.10.26 07:40s/l450.1094.93994.93994.114-13.7610426.12
1852023.10.26 07:40s/l460.1094.93994.93994.114-23.2810402.85
1862023.11.07 08:00buy470.1096.6920.0000.000
1872023.11.07 08:00modify470.1096.69295.59298.192
1882023.11.14 13:55buy480.1097.3000.0000.000
1892023.11.14 13:55modify480.1097.30096.76798.192
1902023.11.14 13:55modify470.1096.69296.76798.192
1912023.11.14 14:50buy490.1097.6920.0000.000
1922023.11.14 14:50modify490.1097.69297.36798.192
1932023.11.14 14:50modify480.1097.30097.36798.192
1942023.11.14 14:50modify470.1096.69297.36798.192
1952023.11.15 13:05t/p470.1098.19297.36798.19298.4610501.31
1962023.11.15 13:05t/p480.1098.19297.36798.19257.3310558.64
1972023.11.15 13:05t/p490.1098.19297.36798.19232.2710590.91
1982023.11.23 08:00sell500.1098.0090.0000.000
1992023.11.23 08:00modify500.1098.00999.10996.509
2002023.11.29 20:40sell510.1097.3960.0000.000
2012023.11.29 20:40modify510.1097.39697.93496.509
2022023.11.29 20:40modify500.1098.00997.93496.509
2032023.11.30 15:20s/l500.1097.93497.93496.509-2.5410588.37
2042023.11.30 15:20s/l510.1097.93497.93496.509-37.5310550.85
2052023.12.05 04:00buy520.1096.7990.0000.000
2062023.12.05 04:00modify520.1096.79995.69998.299
2072023.12.07 06:15s/l520.1095.69995.69998.299-69.0210481.83
2082023.12.14 04:00buy530.1094.9730.0000.000
2092023.12.14 04:00modify530.1094.97393.87396.473
2102023.12.18 06:20buy540.1095.5920.0000.000
2112023.12.18 06:20modify540.1095.59295.04896.473
2122023.12.18 06:20modify530.1094.97395.04896.473
2132023.12.18 08:40buy550.1095.8230.0000.000
2142023.12.18 08:40modify550.1095.82395.34896.473
2152023.12.18 08:40modify540.1095.59295.34896.473
2162023.12.18 08:40modify530.1094.97395.34896.473
2172023.12.18 10:05buy560.1095.9560.0000.000
2182023.12.18 10:05modify560.1095.95695.64896.473
2192023.12.18 10:05modify550.1095.82395.64896.473
2202023.12.18 10:05modify540.1095.59295.64896.473
2212023.12.18 10:05modify530.1094.97395.64896.473
2222023.12.18 23:40s/l530.1095.64895.64896.47343.7910525.62
2232023.12.18 23:40s/l540.1095.64895.64896.4733.5810529.20
2242023.12.18 23:40s/l550.1095.64895.64896.473-11.1910518.01
2252023.12.18 23:40s/l560.1095.64895.64896.473-19.6910498.32
2262023.12.19 04:00sell570.1096.4190.0000.000
2272023.12.19 04:00modify570.1096.41997.51994.919
2282023.12.19 06:15sell580.1095.7940.0000.000
2292023.12.19 06:15modify580.1095.79496.34494.919
2302023.12.19 06:15modify570.1096.41996.34494.919
2312023.12.19 06:30s/l570.1096.34496.34494.9194.7910503.11
2322023.12.19 06:30s/l580.1096.34496.34494.919-35.1510467.96
2332023.12.27 04:00sell590.1097.4100.0000.000
2342023.12.27 04:00modify590.1097.41098.51095.910
2352023.12.28 00:15sell600.1096.7840.0000.000
2362023.12.28 00:15modify600.1096.78497.33595.910
2372023.12.28 00:15modify590.1097.41097.33595.910
2382023.12.28 04:50sell610.1096.5820.0000.000
2392023.12.28 04:50modify610.1096.58297.03595.910
2402023.12.28 04:50modify600.1096.78497.03595.910
2412023.12.28 04:50modify590.1097.41097.03595.910
2422023.12.28 07:50sell620.1096.4190.0000.000
2432023.12.28 07:50modify620.1096.41996.73595.910
2442023.12.28 07:50modify610.1096.58296.73595.910
2452023.12.28 07:50modify600.1096.78496.73595.910
2462023.12.28 07:50modify590.1097.41096.73595.910
2472023.12.28 16:05s/l590.1096.73596.73595.91039.9910507.95
2482023.12.28 16:05s/l600.1096.73596.73595.9103.1310511.08
2492023.12.28 16:05s/l610.1096.73596.73595.910-9.7810501.30
2502023.12.28 16:05s/l620.1096.73596.73595.910-20.2010481.10
2512024.01.16 04:00buy630.1096.6400.0000.000
2522024.01.16 04:00modify630.1096.64095.54098.140
2532024.01.18 03:40buy640.1097.2420.0000.000
2542024.01.18 03:40modify640.1097.24296.71598.140
2552024.01.18 03:40modify630.1096.64096.71598.140
2562024.01.18 23:30buy650.1097.4880.0000.000
2572024.01.18 23:30modify650.1097.48897.01598.140
2582024.01.18 23:30modify640.1097.24297.01598.140
2592024.01.18 23:30modify630.1096.64097.01598.140
2602024.01.19 01:30buy660.1097.6410.0000.000
2612024.01.19 01:30modify660.1097.64197.31598.140
2622024.01.19 01:30modify650.1097.48897.31598.140
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